+4,802.8%
FAST vs FTI
+1,731.3%
+3,071.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +4.8% | -3.3% | +8.1% | +5.6% |
| 30D | +8.6% | -7.2% | +15.8% | +10.3% |
| 3M | +5.7% | -12.9% | +18.6% | +8.8% |
| 6M | +25.5% | -7.9% | +33.3% | +26.8% |
| YTD | +39.6% | +45.2% | -5.6% | +25.7% |
| 1Y | +35.5% | +48.1% | -12.6% | +21.3% |
| 3Y | +96.2% | +205.0% | -108.8% | +42.9% |
| 5Y | +110.2% | +838.8% | -728.6% | +8.5% |
| 10Y | +531.8% | +174.8% | +357.0% | +291.2% |
| All | +4,802.8% | +1,731.3% | +3,071.4% | +1,252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling